Schedule class...

Posted by Toyin Akin on
URL: http://quantlib.414.s1.nabble.com/converible-bonds-header-file-tp4313p4314.html

Hi,

I have some code, based on the current Schedule class, that allows the
generation of daily, weekly, bi-weekly, n-Days ('n' being user defined)
periods as well as the periods that the current Schedule class produces.

However the problem with it is that the current Frequency enum stops at
Month. Month is basically the smallest period unit within the current
schedule class and there are numerous places, all over the library, that
assumes this.

For example 12/Frequency is used heavily and the inclusion of these finer
periods I fear will break a lot of things.

I can certainly email the class to you for your viewing and inclusion into
the library.
I think it's useful for averaging and compounding periods within a payment
period.

Comments?

Toy out.